I use the step-in harnesses from Angelyn at ShopTickledPinkBoutique.com as well. They are extremely durable, well-made, and she will even custom make one (or more) if you have a specific ribbon or colors in mind. When properly adjusted, there is absolutely no way for them to wriggle out of it. We've had ours for a couple of years now and they truly hold up and look brand new!
Edit: I see that Angelyn offers the "teeny" size step-ins now. We have the regular sized ones, with 5/8" webbing and they work great. I guess if your pups are tiny, the "teeny" size would be great!